+28.8%
RBLX vs CLF
-22.9%
+51.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.6% |
| 7D | +1.2% | +10.4% | -9.1% | +0.2% |
| 30D | +5.0% | +0.6% | +4.4% | +4.3% |
| 3M | +31.5% | +4.1% | +27.4% | +29.8% |
| 6M | +18.9% | +15.1% | +3.8% | +15.1% |
| YTD | -38.4% | -4.7% | -33.7% | -39.7% |
| 1Y | -50.7% | +20.4% | -71.1% | -53.5% |
| 3Y | +28.8% | -23.4% | +52.2% | +16.1% |
| All | +28.8% | -22.9% | +51.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling